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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Quasi-Stationary Phenomena in Nonlinearly Perturbed Stochastic Systems

Quasi-Stationary Phenomena in Nonlinearly Perturbed Stochastic Systems

Gyllenberg, Mats
Silvestrov, Dmitrii S.

Hardcover

Series: de Gruyter Expositions in Mathematics, Book 44

General MathematicsProbability & Statistics

ISBN10: 3110204371
ISBN13: 9783110204377
Publisher: De Gruyter
Published: Sep 16 2008
Pages: 591
Weight: 2.50
Height: 1.25 Width: 6.69 Depth: 9.61
Language: English

The book is devoted to studies of quasi-stationary phenomena in nonlinearly perturbed stochastic systems. New methods of asymptotic analysis for nonlinearly perturbed stochastic processes based on new types of asymptotic expansions for perturbed renewal equation and recurrence algorithms for construction of asymptotic expansions for Markov type processes with absorption are presented. Asymptotic expansions are given in mixed ergodic (for processes) and large deviation theorems (for absorption times) for nonlinearly perturbed regenerative processes, semi-Markov processes, and Markov chains. Applications to analysis of quasi-stationary phenomena in nonlinearly perturbed queueing systems, population dynamics and epidemic models, and for risk processes are presented. The book also contains an extended bibliography of works in the area. It is an essential reference for theoretical and applied researchers in the field of stochastic processes and their applications and may be also useful for doctoral and advanced undergraduate students.

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